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arXiv:1412.1877 [math.PR]AbstractReferencesReviewsResources

Product Formula, Independence and Asymptotic Moment-Independence for Complex Multiple Wiener-Ito Integrals

Yong Chen

Published 2014-12-05Version 1

We present the product formula for complex multiple Wiener-Ito integrals. As applications, we show the Ustunel-Zakai independent criterion, the Nourdin-Rosinski asymptotic moment-independent criterion and joint convergence criterion for complex multiple Wiener-Ito integrals.

Comments: 13 pages
Categories: math.PR
Subjects: 60H05, 60H07, 60G15
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